+4,100.0%
CMG vs CAG
+93.6%
+4,006.4%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.4% | +1.4% | +0.4% |
| 7D | -1.5% | -5.3% | +3.8% | -0.1% |
| 30D | +12.7% | +1.0% | +11.7% | +12.5% |
| 3M | +26.3% | +17.4% | +8.9% | +21.1% |
| 6M | +4.5% | -16.8% | +21.3% | +8.9% |
| YTD | -0.1% | -6.8% | +6.7% | +0.8% |
| 1Y | -6.8% | -15.4% | +8.6% | -3.8% |
| 3Y | -5.0% | -37.1% | +32.1% | +3.7% |
| 5Y | -3.0% | -41.3% | +38.2% | +6.3% |
| 10Y | +323.6% | -35.5% | +359.0% | +319.4% |
| All | +4,100.0% | +93.6% | +4,006.4% | +2,393.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CAG.
Daily Out/Under-Performance
Portfolio return minus CAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded CAG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling